PSCI
Invesco S&P SmallCap Industrials ETF
SMB
RMW
Adj. R2
0.919
Rel. Sharpe
1.194
Mkt beta
1.10
AUM
US$167M
MER
0.29%
Valuation
55
ETF comparison
Verified factor-similar pair
PSCI vs QVMS
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
RMW
Similarity score
93
Near substitute
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
QVMS
Invesco S&P SmallCap 600 QVM Multi-factor ETF
SMB
RMW
Adj. R2
0.985
Rel. Sharpe
1.005
Mkt beta
0.99
AUM
US$217M
MER
0.15%
Valuation
130
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.05
HML
diff -0.06
RMW
diff -0.00
CMA
diff -0.02
UMD
diff +0.00
Why This Pair Matches
Exposure level
95
Exposure shape
100
Mkt beta diff
0.11
Rel. Sharpe diff
0.189
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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